CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 17-Nov-2023
Day Change Summary
Previous Current
16-Nov-2023 17-Nov-2023 Change Change % Previous Week
Open 0.7321 0.7310 -0.0011 -0.2% 0.7268
High 0.7322 0.7316 -0.0006 -0.1% 0.7343
Low 0.7291 0.7286 -0.0005 -0.1% 0.7268
Close 0.7291 0.7313 0.0022 0.3% 0.7313
Range 0.0031 0.0030 -0.0001 -3.3% 0.0076
ATR 0.0031 0.0030 0.0000 -0.2% 0.0000
Volume 46 10 -36 -78.3% 215
Daily Pivots for day following 17-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.7393 0.7382 0.7329
R3 0.7364 0.7353 0.7321
R2 0.7334 0.7334 0.7318
R1 0.7323 0.7323 0.7315 0.7329
PP 0.7305 0.7305 0.7305 0.7307
S1 0.7294 0.7294 0.7310 0.7299
S2 0.7275 0.7275 0.7307
S3 0.7246 0.7264 0.7304
S4 0.7216 0.7235 0.7296
Weekly Pivots for week ending 17-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.7534 0.7499 0.7354
R3 0.7459 0.7423 0.7333
R2 0.7383 0.7383 0.7326
R1 0.7348 0.7348 0.7319 0.7366
PP 0.7308 0.7308 0.7308 0.7317
S1 0.7272 0.7272 0.7306 0.7290
S2 0.7232 0.7232 0.7299
S3 0.7157 0.7197 0.7292
S4 0.7081 0.7121 0.7271
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7343 0.7268 0.0076 1.0% 0.0023 0.3% 60% False False 43
10 0.7352 0.7249 0.0103 1.4% 0.0020 0.3% 62% False False 30
20 0.7352 0.7226 0.0126 1.7% 0.0024 0.3% 69% False False 63
40 0.7476 0.7226 0.0250 3.4% 0.0023 0.3% 35% False False 41
60 0.7478 0.7226 0.0252 3.4% 0.0019 0.3% 34% False False 28
80 0.7626 0.7226 0.0400 5.5% 0.0018 0.2% 22% False False 22
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7441
2.618 0.7393
1.618 0.7363
1.000 0.7345
0.618 0.7334
HIGH 0.7316
0.618 0.7304
0.500 0.7301
0.382 0.7297
LOW 0.7286
0.618 0.7268
1.000 0.7257
1.618 0.7238
2.618 0.7209
4.250 0.7161
Fisher Pivots for day following 17-Nov-2023
Pivot 1 day 3 day
R1 0.7309 0.7315
PP 0.7305 0.7314
S1 0.7301 0.7313

These figures are updated between 7pm and 10pm EST after a trading day.

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